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USD=X vs. XLP
Performance
Return for Risk
Drawdowns
Volatility

USD=X vs. XLP

Last updated Jun 9, 2026

USD=X (USD Cash) is a currency, while XLP (State Street Consumer Staples Select Sector SPDR ETF) is Consumer Staples Equities fund tracking the Consumer Staples Select Sector Index. Over the past 10 years, USD=X returned 0.00%/yr vs 7.21%/yr for XLP.

Performance

USD=X vs. XLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and State Street Consumer Staples Select Sector SPDR ETF (XLP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

XLP

1D
-0.44%
1M
-1.32%
YTD
7.54%
6M
8.22%
1Y
4.50%
3Y*
7.23%
5Y*
6.10%
10Y*
7.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. XLP - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLP
State Street Consumer Staples Select Sector SPDR ETF		7.54%1.52%12.20%-0.82%-0.81%17.20%10.11%27.43%-8.07%12.98%

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USD Cash

State Street Consumer Staples Select Sector SPDR ETF

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with XLP:
XLP vs. XLYXLP vs. VDCXLP vs. XLUXLP vs. SPYXLP vs. VOOXLP vs. XLFXLP vs. WMT

Return for Risk

USD=X vs. XLP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
XLP
XLP Risk / Return Rank: 1515
Overall Rank
XLP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XLP Sortino Ratio Rank: 1515
Sortino Ratio Rank
XLP Omega Ratio Rank: 1414
Omega Ratio Rank
XLP Calmar Ratio Rank: 1515
Calmar Ratio Rank
XLP Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD=X vs. XLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and State Street Consumer Staples Select Sector SPDR ETF (XLP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. XLP - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XXLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.36

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.46

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.49

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.44

—

Drawdowns

USD=X vs. XLP - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum XLP drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for USD=X and XLP.

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Drawdown Indicators

USD=XXLPDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-35.90%

+35.90%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-9.69%

+9.69%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-12.39%

+12.39%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-16.30%

+16.30%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-24.51%

+24.51%

Current Drawdown

Current decline from peak

0.00%

-7.19%

+7.19%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.06%

+7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.97%

-4.97%

Volatility

USD=X vs. XLP - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while State Street Consumer Staples Select Sector SPDR ETF (XLP) has a volatility of 4.30%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XXLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.30%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

9.97%

-9.97%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.75%

-12.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

13.31%

-13.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

14.74%

-14.74%

Frequently Asked Questions

XLP has higher volatility (4.30%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs XLP's -35.90%.

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